gmvarkit (1.1.1)

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Estimate Gaussian Mixture Vector Autoregressive Model.

Unconstrained and constrained maximum likelihood estimation of Gaussian Mixture Vector Autoregressive (GMVAR) model, quantile residual tests, graphical diagnostics, simulations, and forecasting. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2016) .

Maintainer: Savi Virolainen
Author(s): Savi Virolainen [aut, cre]

License: GPL-3

Uses: Brobdingnag, mvnfast, pbapply, testthat, knitr, rmarkdown

Released 3 months ago.

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